NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.789 |
2.827 |
0.038 |
1.4% |
2.787 |
| High |
2.862 |
2.927 |
0.065 |
2.3% |
2.890 |
| Low |
2.789 |
2.817 |
0.028 |
1.0% |
2.771 |
| Close |
2.838 |
2.924 |
0.086 |
3.0% |
2.781 |
| Range |
0.073 |
0.110 |
0.037 |
50.7% |
0.119 |
| ATR |
0.080 |
0.082 |
0.002 |
2.7% |
0.000 |
| Volume |
56,232 |
43,104 |
-13,128 |
-23.3% |
168,491 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.182 |
2.985 |
|
| R3 |
3.109 |
3.072 |
2.954 |
|
| R2 |
2.999 |
2.999 |
2.944 |
|
| R1 |
2.962 |
2.962 |
2.934 |
2.981 |
| PP |
2.889 |
2.889 |
2.889 |
2.899 |
| S1 |
2.852 |
2.852 |
2.914 |
2.871 |
| S2 |
2.779 |
2.779 |
2.904 |
|
| S3 |
2.669 |
2.742 |
2.894 |
|
| S4 |
2.559 |
2.632 |
2.864 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.095 |
2.846 |
|
| R3 |
3.052 |
2.976 |
2.814 |
|
| R2 |
2.933 |
2.933 |
2.803 |
|
| R1 |
2.857 |
2.857 |
2.792 |
2.836 |
| PP |
2.814 |
2.814 |
2.814 |
2.803 |
| S1 |
2.738 |
2.738 |
2.770 |
2.717 |
| S2 |
2.695 |
2.695 |
2.759 |
|
| S3 |
2.576 |
2.619 |
2.748 |
|
| S4 |
2.457 |
2.500 |
2.716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.927 |
2.771 |
0.156 |
5.3% |
0.082 |
2.8% |
98% |
True |
False |
42,014 |
| 10 |
2.927 |
2.767 |
0.160 |
5.5% |
0.075 |
2.6% |
98% |
True |
False |
45,264 |
| 20 |
3.091 |
2.767 |
0.324 |
11.1% |
0.082 |
2.8% |
48% |
False |
False |
46,868 |
| 40 |
3.148 |
2.767 |
0.381 |
13.0% |
0.086 |
2.9% |
41% |
False |
False |
34,785 |
| 60 |
3.148 |
2.651 |
0.497 |
17.0% |
0.079 |
2.7% |
55% |
False |
False |
28,751 |
| 80 |
3.148 |
2.460 |
0.688 |
23.5% |
0.073 |
2.5% |
67% |
False |
False |
23,726 |
| 100 |
3.148 |
2.424 |
0.724 |
24.8% |
0.070 |
2.4% |
69% |
False |
False |
20,583 |
| 120 |
3.148 |
2.229 |
0.919 |
31.4% |
0.069 |
2.4% |
76% |
False |
False |
17,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.215 |
|
1.618 |
3.105 |
|
1.000 |
3.037 |
|
0.618 |
2.995 |
|
HIGH |
2.927 |
|
0.618 |
2.885 |
|
0.500 |
2.872 |
|
0.382 |
2.859 |
|
LOW |
2.817 |
|
0.618 |
2.749 |
|
1.000 |
2.707 |
|
1.618 |
2.639 |
|
2.618 |
2.529 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.899 |
| PP |
2.889 |
2.874 |
| S1 |
2.872 |
2.849 |
|